Senior Quant Risk Analyst — Hybrid London | VaR, PFE

EDF Trading Ltd; Greater London; On-site; GBP 70,000 - 95,000; Full time

Job summary

A leading energy trading company in Greater London seeks a Senior Quantitative Risk Analyst who will be responsible for developing and maintaining risk metrics tools. The ideal candidate should have 3+ years of experience in a quantitative risk management role within an energy trading environment. A PhD or MSc in financial mathematics is required, alongside strong programming skills in Python and an excellent understanding of financial mathematics. Competitive benefits and a dynamic work environment are offered.

Benefits

Hybrid working

Personal pension plan

Private medical and dental insurance

Corporate gym memberships

Volunteering opportunities

Qualifications

• 3+ years experience in a quantitative/risk role in energy trading, investment banking, fintech or trading house.
• Strong experience in model design and maintenance.
• Expertise in options pricing theory and financial mathematics.

Responsibilities

• Develop and maintain quantitative risk metrics calculations.
• Collaborate with various teams to enhance risk metrics calculations.
• Provide quantitative support to global risk teams for VaR and Credit Risk publications.

Skills

Quantitative analysis

Risk management

Communications

Programming in Python

Education

PhD or MSc in financial mathematics

Tools

Python

MATLAB

SQL

Job description

A leading energy trading company in Greater London seeks a Senior Quantitative Risk Analyst who will be responsible for developing and maintaining risk metrics tools. The ideal candidate should have 3+ years of experience in a quantitative risk management role within an energy trading environment. A PhD or MSc in financial mathematics is required, alongside strong programming skills in Python and an excellent understanding of financial mathematics. Competitive benefits and a dynamic work environment are offered.